+22.2%
LQD vs CCL
-41.3%
+63.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | -1.3% | -17.8% | +16.5% | -0.6% |
| 3M | -3.2% | -18.7% | +15.5% | -2.5% |
| 6M | -2.1% | -11.4% | +9.3% | -1.9% |
| YTD | -2.4% | -24.3% | +22.0% | -1.7% |
| 1Y | -2.7% | -28.8% | +26.1% | -1.9% |
| 3Y | +14.2% | +49.3% | -35.1% | +11.4% |
| 5Y | -5.8% | +1.6% | -7.4% | -8.3% |
| All | +22.2% | -41.3% | +63.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling